{"id":"https://openalex.org/W2068083853","doi":"https://doi.org/10.1109/hpcs.2010.5547106","title":"Parallel computing in a quantitative trading firm","display_name":"Parallel computing in a quantitative trading firm","publication_year":2010,"publication_date":"2010-06-01","ids":{"openalex":"https://openalex.org/W2068083853","doi":"https://doi.org/10.1109/hpcs.2010.5547106","mag":"2068083853"},"language":"en","primary_location":{"id":"doi:10.1109/hpcs.2010.5547106","is_oa":false,"landing_page_url":"https://doi.org/10.1109/hpcs.2010.5547106","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2010 International Conference on High Performance Computing &amp; Simulation","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101562535","display_name":"Tuan Nghia Nguyen","orcid":"https://orcid.org/0000-0003-2130-4364"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Tuan Nguyen","raw_affiliation_strings":["Arbitragis Trading","Arbitragis Trading, France"],"affiliations":[{"raw_affiliation_string":"Arbitragis Trading","institution_ids":[]},{"raw_affiliation_string":"Arbitragis Trading, France","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5101562535"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.16518442,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"376","last_page":"376"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10715","display_name":"Distributed and Parallel Computing Systems","score":0.46799999475479126,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10715","display_name":"Distributed and Parallel Computing Systems","score":0.46799999475479126,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6932679414749146},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.6285063028335571},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.5465490818023682},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.517934262752533},{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.45668140053749084},{"id":"https://openalex.org/keywords/market-microstructure","display_name":"Market microstructure","score":0.4214558005332947},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2107544243335724},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.1653493344783783}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6932679414749146},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.6285063028335571},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.5465490818023682},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.517934262752533},{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.45668140053749084},{"id":"https://openalex.org/C51926234","wikidata":"https://www.wikidata.org/wiki/Q3312426","display_name":"Market microstructure","level":3,"score":0.4214558005332947},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2107544243335724},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.1653493344783783}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/hpcs.2010.5547106","is_oa":false,"landing_page_url":"https://doi.org/10.1109/hpcs.2010.5547106","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2010 International Conference on High Performance Computing &amp; Simulation","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2128247541","https://openalex.org/W2949895845","https://openalex.org/W3140594359","https://openalex.org/W4300867748","https://openalex.org/W3123539607","https://openalex.org/W1552949382","https://openalex.org/W4212956963","https://openalex.org/W1863543693","https://openalex.org/W4200291078","https://openalex.org/W2747966161"],"abstract_inverted_index":{"Quantitative":[0],"trading":[1,32,55],"requires":[2],"a":[3,30],"lot":[4],"of":[5],"computing":[6,25],"power":[7],"in":[8,42],"order":[9,43],"to":[10,22,44,53],"analyze":[11],"derivatives":[12],"prices":[13],"and":[14],"financial":[15],"microstructure.":[16],"We":[17,34],"will":[18,35],"describe":[19],"different":[20],"ways":[21],"use":[23],"parallel":[24,51],"that":[26,39],"are":[27],"used":[28],"within":[29],"proprietary":[31],"firm.":[33],"discuss":[36],"in-house":[37],"tools":[38],"we":[40],"developed":[41],"quickly":[45],"transcribe":[46],"mathematical":[47],"concepts":[48],"into":[49],"working":[50],"implementation":[52],"develop":[54],"strategies.":[56]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
